Import several groups in one step
I finally found a solution in the documentation:

scn = bpy.context.scene

with bpy.data.libraries.load(blendfile) as (data_from, data_to):
    for attr in dir(data_to):
        setattr(data_to, attr, getattr(data_from, attr))

for obj in data_to.objects:
    if obj is not None:
        scn.objects.link(obj)


EDIT.

I edit my post to add a complement to my answer:

To import only chosen object and group, i finally write this code:

with bpy.data.libraries.load(blendfile) as (data_from, data_to):
    data_to.objects = [obj for obj in data_from.objects if obj in list_obj]
    data_to.groups = [gp for gp in data_from.groups if gp in list_gp]

    for obj in data_to.objects:
        if obj is not None:
            scn.objects.link(obj)